Econometrics

This book provides a comprehensive but concise treatment of the subject of derivatives. It focuses on making essential concepts accessible to a wid...

This book provides a comprehensive but concise treatment of the subject of derivatives. It focuses on making essential concepts accessible to a wid...

Recent Developments in Health Econometrics is Volume 297 of the Contributions to Economic Analysis serial and is dedicated to Professor Andrew Jone...

Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. ...

This book explores the application of complex variables to econometric modeling. Providing a thorough introduction to the theory of complex numbers...

This book aims at meeting the growing demand in the field by introducing the basic spatial econometrics methodologies to a wide variety of research...

This book aims at meeting the growing demand in the field by introducing the basic spatial econometrics methodologies to a wide variety of research...

This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It a...

A collection of papers from leading thinkers to celebrate the work of the late Wynne Godley, and his enormous contribution to the field of monetary...

This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed pub...

Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is...

The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows...

A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies the...

Family Spending provides analysis of household expenditure broken down by age and income, household composition, socio-economic characteristics and...

Doubt over the trustworthiness of published empirical results is not unwarranted and is often a result of statistical mis-specification: invalid pr...

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economi...

This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of...

The second edition of this popular book brings students fully up to date with the latest methods and techniques in choice analysis. Comprehensive y...